@3rd-eye-labs/openmm 0.1.1 → 0.1.4

package/dist/tests/unit/exchanges/mexc/mexc-websocket.test.js.map

@@ -1 +0,0 @@
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package/dist/tests/unit/strategies/grid/grid-calculator.test.d.ts

@@ -1,2 +0,0 @@
-export {};
-//# sourceMappingURL=grid-calculator.test.d.ts.map

package/dist/tests/unit/strategies/grid/grid-calculator.test.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"grid-calculator.test.d.ts","sourceRoot":"","sources":["../../../../../src/tests/unit/strategies/grid/grid-calculator.test.ts"],"names":[],"mappings":""}

package/dist/tests/unit/strategies/grid/grid-calculator.test.js

@@ -1,67 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const grid_calculator_1 = require("../../../../strategies/grid/grid-calculator");
-describe('GridCalculator', () => {
-    let calculator;
-    beforeEach(() => {
-        calculator = new grid_calculator_1.GridCalculator();
-    });
-    describe('calculateGridLevels', () => {
-        it('should calculate correct grid levels around center price', () => {
-            const centerPrice = 0.42;
-            const spacing = 0.02;
-            const levels = 3;
-            const gridLevels = calculator.calculateGridLevels(centerPrice, spacing, levels);
-            expect(gridLevels).toHaveLength(6);
-            const buyOrders = gridLevels.filter(level => level.side === 'buy');
-            const sellOrders = gridLevels.filter(level => level.side === 'sell');
-            expect(buyOrders).toHaveLength(3);
-            expect(sellOrders).toHaveLength(3);
-            expect(buyOrders[0].price).toBeCloseTo(centerPrice * 0.98);
-            expect(buyOrders[1].price).toBeCloseTo(centerPrice * 0.96);
-            expect(buyOrders[2].price).toBeCloseTo(centerPrice * 0.94);
-            expect(sellOrders[0].price).toBeCloseTo(centerPrice * 1.02);
-            expect(sellOrders[1].price).toBeCloseTo(centerPrice * 1.04);
-            expect(sellOrders[2].price).toBeCloseTo(centerPrice * 1.06);
-        });
-        it('should handle single level grid', () => {
-            const centerPrice = 1.0;
-            const spacing = 0.01;
-            const levels = 1;
-            const gridLevels = calculator.calculateGridLevels(centerPrice, spacing, levels);
-            expect(gridLevels).toHaveLength(2);
-            expect(gridLevels.find(l => l.side === 'buy')?.price).toBeCloseTo(0.99);
-            expect(gridLevels.find(l => l.side === 'sell')?.price).toBeCloseTo(1.01);
-        });
-    });
-    describe('calculateOrderSizes', () => {
-        it('should calculate equal order sizes using 80% of available balance', () => {
-            const availableBalance = 1000;
-            const levels = 5;
-            const orderSize = calculator.calculateOrderSizes(availableBalance, levels);
-            expect(orderSize).toBe(80);
-        });
-        it('should handle small balances', () => {
-            const availableBalance = 100;
-            const levels = 2;
-            const orderSize = calculator.calculateOrderSizes(availableBalance, levels);
-            expect(orderSize).toBe(20);
-        });
-    });
-    describe('assignOrderSizes', () => {
-        it('should assign order sizes to all grid levels', () => {
-            const gridLevels = [
-                { price: 0.40, side: 'buy', orderSize: 0 },
-                { price: 0.44, side: 'sell', orderSize: 0 }
-            ];
-            const orderSize = 50;
-            const result = calculator.assignOrderSizes(gridLevels, orderSize);
-            expect(result).toHaveLength(2);
-            expect(result[0].orderSize).toBe(50);
-            expect(result[1].orderSize).toBe(50);
-            expect(result[0].price).toBe(0.40);
-            expect(result[1].price).toBe(0.44);
-        });
-    });
-});
-//# sourceMappingURL=grid-calculator.test.js.map

package/dist/tests/unit/strategies/grid/grid-calculator.test.js.map

@@ -1 +0,0 @@
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package/dist/tests/unit/strategies/grid/grid-order-manager.test.d.ts

@@ -1,2 +0,0 @@
-export {};
-//# sourceMappingURL=grid-order-manager.test.d.ts.map

package/dist/tests/unit/strategies/grid/grid-order-manager.test.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"grid-order-manager.test.d.ts","sourceRoot":"","sources":["../../../../../src/tests/unit/strategies/grid/grid-order-manager.test.ts"],"names":[],"mappings":""}

package/dist/tests/unit/strategies/grid/grid-order-manager.test.js

@@ -1,211 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const grid_order_manager_1 = require("../../../../strategies/grid/grid-order-manager");
-describe('GridOrderManager', () => {
-    let manager;
-    let mockPlaceOrder;
-    let mockCancelAllOrders;
-    beforeEach(() => {
-        jest.useFakeTimers();
-        manager = new grid_order_manager_1.GridOrderManager({
-            priceDeviationThreshold: 0.02,
-            adjustmentDebounce: 1000
-        });
-        mockPlaceOrder = jest.fn();
-        mockCancelAllOrders = jest.fn();
-        jest.clearAllMocks();
-    });
-    afterEach(async () => {
-        if (manager && typeof manager.cleanup === 'function') {
-            await manager.cleanup();
-        }
-        jest.clearAllTimers();
-        jest.runOnlyPendingTimers();
-    });
-    afterAll(() => {
-        jest.useRealTimers();
-    });
-    describe('placeInitialGrid', () => {
-        it('should place orders for all grid levels', async () => {
-            const levels = [
-                { price: 100, side: 'buy', orderSize: 10 },
-                { price: 110, side: 'sell', orderSize: 10 }
-            ];
-            const mockOrder = {
-                id: 'test-order',
-                symbol: 'INDY/USDT',
-                type: 'limit',
-                side: 'buy',
-                amount: 10,
-                price: 100,
-                status: 'open',
-                timestamp: Date.now(),
-                filled: 0,
-                remaining: 10
-            };
-            mockPlaceOrder.mockResolvedValue(mockOrder);
-            const orders = await manager.placeInitialGrid(levels, mockPlaceOrder);
-            expect(mockPlaceOrder).toHaveBeenCalledTimes(2);
-            expect(mockPlaceOrder).toHaveBeenCalledWith('buy', 10, 100);
-            expect(mockPlaceOrder).toHaveBeenCalledWith('sell', 10, 110);
-            expect(orders).toHaveLength(2);
-            expect(manager.getActiveOrders()).toHaveLength(2);
-        });
-        it('should handle order placement failures gracefully', async () => {
-            const levels = [
-                { price: 100, side: 'buy', orderSize: 10 },
-                { price: 110, side: 'sell', orderSize: 10 }
-            ];
-            const mockOrder = {
-                id: 'test-order',
-                symbol: 'INDY/USDT',
-                type: 'limit',
-                side: 'sell',
-                amount: 10,
-                price: 110,
-                status: 'open',
-                timestamp: Date.now(),
-                filled: 0,
-                remaining: 10
-            };
-            mockPlaceOrder
-                .mockRejectedValueOnce(new Error('Insufficient balance'))
-                .mockResolvedValueOnce(mockOrder);
-            const orders = await manager.placeInitialGrid(levels, mockPlaceOrder);
-            expect(mockPlaceOrder).toHaveBeenCalledTimes(2);
-            expect(orders).toHaveLength(1);
-            expect(manager.getActiveOrders()).toHaveLength(1);
-        });
-    });
-    describe('handleOrderFill', () => {
-        it('should recreate grid after order fill with debounce', async () => {
-            const initialOrder = {
-                id: 'initial-order',
-                symbol: 'INDY/USDT',
-                type: 'limit',
-                side: 'sell',
-                amount: 5,
-                price: 110,
-                status: 'open',
-                timestamp: Date.now(),
-                filled: 0,
-                remaining: 5
-            };
-            const mockInitialPlaceOrder = jest.fn().mockResolvedValue(initialOrder);
-            await manager.placeInitialGrid([
-                { side: 'sell', price: 110, orderSize: 5 }
-            ], mockInitialPlaceOrder);
-            const filledOrder = {
-                id: 'filled-order',
-                symbol: 'INDY/USDT',
-                type: 'limit',
-                side: 'buy',
-                amount: 10,
-                price: 100,
-                status: 'filled',
-                timestamp: Date.now(),
-                filled: 10,
-                remaining: 0
-            };
-            mockCancelAllOrders.mockResolvedValue(undefined);
-            mockPlaceOrder.mockResolvedValue({
-                id: 'new-order',
-                symbol: 'INDY/USDT',
-                type: 'limit',
-                side: 'buy',
-                amount: 5,
-                price: 105,
-                status: 'open',
-                timestamp: Date.now(),
-                filled: 0,
-                remaining: 5
-            });
-            await manager.handleOrderFill(filledOrder, 105, 0.02, 3, 100, mockPlaceOrder, mockCancelAllOrders);
-            expect(mockCancelAllOrders).toHaveBeenCalledWith('INDY/USDT');
-            expect(mockPlaceOrder).toHaveBeenCalled();
-        });
-        it('should respect debounce and not recreate grid if called too quickly', async () => {
-            const filledOrder = {
-                id: 'filled-order',
-                symbol: 'INDY/USDT',
-                type: 'limit',
-                side: 'buy',
-                amount: 10,
-                price: 100,
-                status: 'filled',
-                timestamp: Date.now(),
-                filled: 10,
-                remaining: 0
-            };
-            await manager.handleOrderFill(filledOrder, 105, 0.02, 3, 100, mockPlaceOrder, mockCancelAllOrders);
-            mockCancelAllOrders.mockClear();
-            mockPlaceOrder.mockClear();
-            await manager.handleOrderFill(filledOrder, 106, 0.02, 3, 100, mockPlaceOrder, mockCancelAllOrders);
-            expect(mockCancelAllOrders).not.toHaveBeenCalled();
-            expect(mockPlaceOrder).not.toHaveBeenCalled();
-        });
-    });
-    describe('handlePriceDeviation', () => {
-        beforeEach(() => {
-            const levels = [
-                { price: 100, side: 'buy', orderSize: 10 },
-                { price: 110, side: 'sell', orderSize: 10 }
-            ];
-            const mockOrder = {
-                id: 'test-order',
-                symbol: 'INDY/USDT',
-                type: 'limit',
-                side: 'buy',
-                amount: 10,
-                price: 100,
-                status: 'open',
-                timestamp: Date.now(),
-                filled: 0,
-                remaining: 10
-            };
-            mockPlaceOrder.mockResolvedValue(mockOrder);
-            return manager.placeInitialGrid(levels, mockPlaceOrder);
-        });
-        it('should recreate grid when price deviates beyond threshold', async () => {
-            const newPrice = 120;
-            mockCancelAllOrders.mockResolvedValue(undefined);
-            await manager.handlePriceDeviation(newPrice, 0.02, 3, 100, mockPlaceOrder, mockCancelAllOrders, 'INDY/USDT');
-            expect(mockCancelAllOrders).toHaveBeenCalledWith('INDY/USDT');
-            expect(mockPlaceOrder).toHaveBeenCalled();
-        });
-        it('should not recreate grid when price deviation is within threshold', async () => {
-            const newPrice = 106;
-            mockCancelAllOrders.mockClear();
-            mockPlaceOrder.mockClear();
-            await manager.handlePriceDeviation(newPrice, 0.02, 3, 100, mockPlaceOrder, mockCancelAllOrders, 'INDY/USDT');
-            expect(mockCancelAllOrders).not.toHaveBeenCalled();
-            expect(mockPlaceOrder).not.toHaveBeenCalled();
-        });
-    });
-    describe('getActiveOrders', () => {
-        it('should return copy of active orders array', async () => {
-            const levels = [
-                { price: 100, side: 'buy', orderSize: 10 }
-            ];
-            const mockOrder = {
-                id: 'test-order',
-                symbol: 'INDY/USDT',
-                type: 'limit',
-                side: 'buy',
-                amount: 10,
-                price: 100,
-                status: 'open',
-                timestamp: Date.now(),
-                filled: 0,
-                remaining: 10
-            };
-            mockPlaceOrder.mockResolvedValue(mockOrder);
-            await manager.placeInitialGrid(levels, mockPlaceOrder);
-            const activeOrders = manager.getActiveOrders();
-            expect(activeOrders).toHaveLength(1);
-            activeOrders.push(mockOrder);
-            expect(manager.getActiveOrders()).toHaveLength(1);
-        });
-    });
-});
-//# sourceMappingURL=grid-order-manager.test.js.map

package/dist/tests/unit/strategies/grid/grid-order-manager.test.js.map

@@ -1 +0,0 @@
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package/dist/tests/unit/strategies/grid/grid-strategy-simple.test.d.ts

@@ -1,2 +0,0 @@
-export {};
-//# sourceMappingURL=grid-strategy-simple.test.d.ts.map

package/dist/tests/unit/strategies/grid/grid-strategy-simple.test.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"grid-strategy-simple.test.d.ts","sourceRoot":"","sources":["../../../../../src/tests/unit/strategies/grid/grid-strategy-simple.test.ts"],"names":[],"mappings":""}

package/dist/tests/unit/strategies/grid/grid-strategy-simple.test.js

@@ -1,197 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const grid_strategy_1 = require("../../../../strategies/grid/grid-strategy");
-const base_exchange_connector_1 = require("../../../../core/exchange/base-exchange-connector");
-class MockExchangeConnector extends base_exchange_connector_1.BaseExchangeConnector {
-    constructor() {
-        super('test', 'Test Exchange');
-        this.mockOrders = [];
-    }
-    async connect() {
-        this.connected = true;
-    }
-    async disconnect() {
-        this.connected = false;
-    }
-    async getBalance() {
-        return {
-            'USDT': { asset: 'USDT', free: 1000, used: 0, total: 1000, available: 1000 }
-        };
-    }
-    async createOrder(symbol, type, side, amount, price) {
-        const order = {
-            id: `order-${Date.now()}-${Math.random()}`,
-            symbol,
-            type,
-            side,
-            amount,
-            price: price || 0,
-            status: 'open',
-            timestamp: Date.now(),
-            filled: 0,
-            remaining: amount
-        };
-        this.mockOrders.push(order);
-        return order;
-    }
-    async cancelOrder(orderId, symbol) {
-        this.mockOrders = this.mockOrders.filter(o => o.id !== orderId);
-    }
-    async cancelAllOrders(symbol) {
-        this.mockOrders = this.mockOrders.filter(o => o.symbol !== symbol);
-    }
-    async getOrder(orderId, symbol) {
-        const order = this.mockOrders.find(o => o.id === orderId && o.symbol === symbol);
-        if (!order)
-            throw new Error('Order not found');
-        return order;
-    }
-    async getOpenOrders(symbol) {
-        return symbol ? this.mockOrders.filter(o => o.symbol === symbol) : this.mockOrders;
-    }
-    async getTicker(symbol) {
-        return {
-            symbol,
-            bid: 100,
-            ask: 101,
-            last: 100.5,
-            baseVolume: 1000,
-            timestamp: Date.now()
-        };
-    }
-    async getOrderBook(symbol) {
-        return {
-            symbol,
-            bids: [{ price: 100, amount: 10 }],
-            asks: [{ price: 101, amount: 10 }],
-            timestamp: Date.now()
-        };
-    }
-    async getRecentTrades(symbol) {
-        return [];
-    }
-    async connectWebSocket() { }
-    async disconnectWebSocket() { }
-    async subscribeTicker() { return 'ticker-sub'; }
-    async subscribeOrderBook() { return 'orderbook-sub'; }
-    async subscribeTrades() { return 'trades-sub'; }
-    async subscribeOrders() { return 'orders-sub'; }
-    async unsubscribe() { }
-    isWebSocketConnected() { return false; }
-    getWebSocketStatus() { return 'disconnected'; }
-    async connectUserDataStream() { }
-    async disconnectUserDataStream() { }
-    async subscribeUserOrders(callback) {
-        this.userOrderCallback = callback;
-        return 'user-orders-sub';
-    }
-    async subscribeUserTrades() { return 'user-trades-sub'; }
-    isUserDataStreamConnected() { return true; }
-    simulateOrderFill(orderId, fillAmount) {
-        const order = this.mockOrders.find(o => o.id === orderId);
-        if (order && this.userOrderCallback) {
-            const filled = fillAmount || order.amount;
-            const filledOrder = {
-                ...order,
-                status: filled >= order.amount ? 'filled' : 'partially_filled',
-                filled,
-                remaining: order.amount - filled
-            };
-            this.userOrderCallback(filledOrder);
-        }
-    }
-    getCreatedOrders() {
-        return [...this.mockOrders];
-    }
-}
-describe('GridStrategy', () => {
-    let strategy;
-    let mockExchange;
-    const validConfig = {
-        id: 'test-grid',
-        type: 'grid',
-        symbol: 'INDY/USDT',
-        exchange: 'test',
-        accountId: 'main',
-        enabled: true,
-        gridConfig: {
-            symbol: 'INDY/USDT',
-            gridLevels: 3,
-            gridSpacing: 0.02,
-            orderSize: 100,
-            minConfidence: 0.6,
-            priceDeviationThreshold: 0.015,
-            adjustmentDebounce: 2000
-        }
-    };
-    beforeEach(async () => {
-        strategy = new grid_strategy_1.GridStrategy('test-grid');
-        mockExchange = new MockExchangeConnector();
-        // Mock the price service with good defaults
-        const mockPriceService = {
-            getTokenPrice: jest.fn().mockResolvedValue({
-                price: 100,
-                confidence: 0.8,
-                sources: ['dex']
-            })
-        };
-        strategy.priceService = mockPriceService;
-        strategy.setExchangeConnector(mockExchange);
-        await mockExchange.connect();
-        await strategy.initialize(validConfig);
-        jest.clearAllMocks();
-    });
-    describe('basic functionality', () => {
-        it('should initialize correctly', async () => {
-            expect(strategy.id).toBe('test-grid');
-            expect(strategy.type).toBe('grid');
-            expect(strategy.currentStatus).toBe('idle');
-        });
-        it('should start and create orders', async () => {
-            await strategy.start();
-            expect(strategy.currentStatus).toBe('running');
-            expect(mockExchange.getCreatedOrders().length).toBeGreaterThan(0);
-        });
-        it('should stop and cancel orders', async () => {
-            await strategy.start();
-            const initialOrderCount = mockExchange.getCreatedOrders().length;
-            expect(initialOrderCount).toBeGreaterThan(0);
-            await strategy.stop();
-            expect(strategy.currentStatus).toBe('stopped');
-            expect(mockExchange.getCreatedOrders().length).toBeLessThan(initialOrderCount);
-        });
-    });
-    describe('WebSocket integration', () => {
-        it('should set up user data stream on start', async () => {
-            const connectSpy = jest.spyOn(mockExchange, 'connectUserDataStream');
-            const subscribeSpy = jest.spyOn(mockExchange, 'subscribeUserOrders');
-            await strategy.start();
-            expect(connectSpy).toHaveBeenCalled();
-            expect(subscribeSpy).toHaveBeenCalled();
-        });
-        it('should handle bulk order cancellation on fill', async () => {
-            const cancelAllSpy = jest.spyOn(mockExchange, 'cancelAllOrders');
-            await strategy.start();
-            const firstOrder = mockExchange.getCreatedOrders()[0];
-            mockExchange.simulateOrderFill(firstOrder.id, firstOrder.amount);
-            await new Promise(resolve => setTimeout(resolve, 50));
-            expect(cancelAllSpy).toHaveBeenCalledWith('INDY/USDT');
-        });
-    });
-    describe('error handling', () => {
-        it('should throw error if price confidence too low', async () => {
-            strategy.priceService.getTokenPrice.mockResolvedValue({
-                price: 100,
-                confidence: 0.3,
-                sources: ['dex']
-            });
-            await expect(strategy.start()).rejects.toThrow(/Price confidence too low/);
-        });
-        it('should throw error if no exchange connector', async () => {
-            const strategyWithoutExchange = new grid_strategy_1.GridStrategy('no-exchange');
-            await strategyWithoutExchange.initialize(validConfig);
-            await expect(strategyWithoutExchange.start()).rejects.toThrow('Strategy not properly initialized');
-        });
-    });
-});
-//# sourceMappingURL=grid-strategy-simple.test.js.map

package/dist/tests/unit/strategies/grid/grid-strategy-simple.test.js.map

@@ -1 +0,0 @@
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package/dist/tests/unit/strategies/grid/grid-strategy.test.d.ts

@@ -1,2 +0,0 @@
-export {};
-//# sourceMappingURL=grid-strategy.test.d.ts.map

package/dist/tests/unit/strategies/grid/grid-strategy.test.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"grid-strategy.test.d.ts","sourceRoot":"","sources":["../../../../../src/tests/unit/strategies/grid/grid-strategy.test.ts"],"names":[],"mappings":""}